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~isPartOf:"Finance and stochastics"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
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Arbeitsmarkt
Optionspreistheorie
Option pricing theory
218
Theorie
108
Theory
108
Stochastic process
80
Stochastischer Prozess
80
Volatility
40
Volatilität
40
Martingal
32
Martingale
32
Hedging
30
Option trading
28
Optionsgeschäft
28
Portfolio selection
21
Portfolio-Management
21
Derivat
20
Derivative
20
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19
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19
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18
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18
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18
Transaction costs
16
Transaktionskosten
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Mathematical programming
13
Mathematische Optimierung
13
Search theory
10
Suchtheorie
10
Arbitrage Pricing
9
Arbitrage pricing
9
Interest rate derivative
9
Zinsderivat
9
Analysis
8
Markov chain
8
Markov-Kette
8
Mathematical analysis
8
Risiko
8
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218
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2
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English
218
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Carr, Peter
6
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Alòs, Elisa
3
Benth, Fred Espen
3
Cuchiero, Christa
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
Fournié, Éric
2
Giles, Michael B.
2
Glau, Kathrin
2
Gobet, Emmanuel
2
Guyon, Julien
2
Henderson, Vicky
2
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Finance and stochastics
International journal of theoretical and applied finance
467
Working paper / National Bureau of Economic Research, Inc.
305
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Monthly labor review : MLR
191
Review of derivatives research
170
NBER working paper series
150
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
137
European journal of operational research : EJOR
134
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
123
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Discussion paper series / IZA
97
The American economic review
97
Research paper series / Swiss Finance Institute
88
NBER Working Paper
87
The North American journal of economics and finance : a journal of financial economics studies
84
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
72
Journal of human resources : JHR
72
ILR review : the journal of work and policy
71
Discussion paper / Centre for Economic Policy Research
68
Applied economics
62
Energy economics
61
The review of economics and statistics
61
Working paper
60
Journal of financial and quantitative analysis : JFQA
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
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ECONIS (ZBW)
218
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1
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
Saved in:
2
Pathwise superreplication via Vovk's outer measure
Beiglböck, Mathias
;
Cox, Alexander M. G.
;
Huesmann, Martin
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1141-1166
Persistent link: https://www.econbiz.de/10011944488
Saved in:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
5
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
6
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
7
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun
;
Pistorius, Martijn R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Saved in:
8
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
9
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
10
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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